DAX Index Future June 2010

Trading Metrics calculated at close of trading on 28-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	28-Dec-2009	Change	Change %	Previous Week
Open	5,999.0	6,040.0	41.0	0.7%	5,904.5
High	6,002.5	6,040.0	37.5	0.6%	6,002.5
Low	5,953.0	6,000.0	47.0	0.8%	5,880.5
Close	5,968.0	6,020.0	52.0	0.9%	5,968.0
Range	49.5	40.0	-9.5	-19.2%	122.0
ATR	88.4	87.2	-1.2	-1.3%	0.0
Volume	421	224	-197	-46.8%	1,016

Daily Pivots for day following 28-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,140.0	6,120.0	6,042.0
R3	6,100.0	6,080.0	6,031.0
R2	6,060.0	6,060.0	6,027.3
R1	6,040.0	6,040.0	6,023.7	6,030.0
PP	6,020.0	6,020.0	6,020.0	6,015.0
S1	6,000.0	6,000.0	6,016.3	5,990.0
S2	5,980.0	5,980.0	6,012.7
S3	5,940.0	5,960.0	6,009.0
S4	5,900.0	5,920.0	5,998.0

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,316.3	6,264.2	6,035.1
R3	6,194.3	6,142.2	6,001.6
R2	6,072.3	6,072.3	5,990.4
R1	6,020.2	6,020.2	5,979.2	6,046.3
PP	5,950.3	5,950.3	5,950.3	5,963.4
S1	5,898.2	5,898.2	5,956.8	5,924.3
S2	5,828.3	5,828.3	5,945.6
S3	5,706.3	5,776.2	5,934.5
S4	5,584.3	5,654.2	5,900.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,040.0	5,835.0	205.0	3.4%	58.1	1.0%	90%	True	False	668
10	6,040.0	5,733.5	306.5	5.1%	62.9	1.0%	93%	True	False	1,980
20	6,040.0	5,524.5	515.5	8.6%	78.0	1.3%	96%	True	False	1,243
40	6,040.0	5,330.5	709.5	11.8%	76.1	1.3%	97%	True	False	688
60	6,040.0	5,330.5	709.5	11.8%	73.7	1.2%	97%	True	False	514

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.3
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6,210.0
2.618	6,144.7
1.618	6,104.7
1.000	6,080.0
0.618	6,064.7
HIGH	6,040.0
0.618	6,024.7
0.500	6,020.0
0.382	6,015.3
LOW	6,000.0
0.618	5,975.3
1.000	5,960.0
1.618	5,935.3
2.618	5,895.3
4.250	5,830.0

Fisher Pivots for day following 28-Dec-2009
Pivot	1 day	3 day
R1	6,020.0	6,012.2
PP	6,020.0	6,004.3
S1	6,020.0	5,996.5

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These figures are updated between 7pm and 10pm EST after a trading day.

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